Expanding on the double copy in null Fermi coordinates

We propose a Weyl classical double copy for a Fermi normal coordinate expansion around null geodesics. To leading order in this "Penrose expansion", we recover a previously proposed double copy of the Penrose limit. For spacetimes with an exact double copy, this Penrose limit double copy is extended to all orders. For spacetimes without such a double copy, generic obstructions appear at second subleading order. We thus argue that for any spacetime, near any null geodesic there is a classical double copy structure at least up to first subleading order in the Penrose expansion. Finally, we point out a difficulty in identifying an appropriate flat space to extend our results to the Kerr-Schild double copy, related to the generic incompatibility between Kerr-Schild and Penrose-G\"uven gauge.